+67.0%
EWZ vs APO
+847.3%
-780.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | -25.5% | +3.1% | -28.6% | -26.6% |
| 3M | -4.5% | -12.0% | +7.5% | -0.9% |
| 6M | -15.3% | -5.0% | -10.3% | -14.9% |
| YTD | +3.1% | -14.0% | +17.1% | +6.0% |
| 1Y | +1.2% | -5.9% | +7.2% | +0.5% |
| 3Y | +19.3% | +51.6% | -32.3% | -7.5% |
| 5Y | +52.3% | +80.8% | -28.5% | +4.6% |
| 10Y | +67.0% | +839.9% | -772.9% | -36.3% |
| All | +67.0% | +847.3% | -780.3% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded APO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling